Alpha Library  /  GTJA 191  /  gtja191_138

gtja191_138

Themes & universe

volumeequity_cn1d

Formula

((RANK(DECAYLINEAR(DELTA((((LOW*0.7)+(VWAP*0.3))),3),20))-TSRANK(DECAYLINEAR(TSRANK(CORR(TSRANK(LOW,8),TSRANK(MEAN(VOLUME,60),17),5),19),16),7))*-1)

Definition

id

gtja191_138

zoo

gtja191

module_path

src.factors.zoo.gtja191.alpha_138

decay_horizon

60

min_warmup_bars

119

requires_sector

False

columns_required

open, high, low, close, volume, amount

Run it

pip install vibe-trading-ai
vibe-trading alpha show gtja191_138
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025